+164.9%
GD vs BN
+297.2%
-132.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +9.2% | +13.6% | -4.3% | +4.0% |
| 3M | -7.5% | -6.7% | -0.8% | -5.5% |
| 6M | +5.8% | -9.0% | +14.7% | +8.8% |
| YTD | +9.8% | -8.8% | +18.6% | +12.0% |
| 1Y | +5.8% | -10.6% | +16.4% | +8.6% |
| 3Y | +58.0% | +98.8% | -40.7% | +14.2% |
| 5Y | +100.4% | +33.6% | +66.8% | +66.5% |
| All | +164.9% | +297.2% | -132.3% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling